From 248b50c8fd057c87a852f8306fc4585905880abc Mon Sep 17 00:00:00 2001
From: "Somhairle H. Marisol" <muqiu-han@outlook.com>
Date: Tue, 22 Sep 2026 20:42:27 +0800
Subject: Fetch latest fund NAV via ETF endpoint so T-day subscriptions can
 confirm (3d-38)

---
 src/FundLab.Api/akshare_collector.py               | 61 ++++++++++++++++------
 tests/FundLab.Api.Tests/CashReconciliationTests.fs | 44 ++++++++++++++++
 2 files changed, 88 insertions(+), 17 deletions(-)

diff --git a/src/FundLab.Api/akshare_collector.py b/src/FundLab.Api/akshare_collector.py
index aed053a..6534511 100644
--- a/src/FundLab.Api/akshare_collector.py
+++ b/src/FundLab.Api/akshare_collector.py
@@ -2,7 +2,9 @@
 """Small raw-data adapter for the AKShare endpoints used by Fund Lab."""
 
 import argparse
+import contextlib
 import datetime as dt
+import io
 import json
 import re
 import sys
@@ -113,28 +115,53 @@ def nav(code):
     if not re.fullmatch(r"\d{6}", code):
         raise ValueError("fund code must contain exactly six digits")
 
-    frame = ak.fund_open_fund_info_em(
+    observations = []
+    seen = set()
+
+    def append_observations(frame):
+        for _, row in frame.iterrows():
+            nav_date = date_text(row.get("净值日期"))
+            nav_value = decimal_text(row.get("单位净值"))
+            if nav_date is None or nav_value is None or nav_date in seen:
+                continue
+
+            seen.add(nav_date)
+            observations.append(
+                {
+                    "nav_date": nav_date,
+                    "published_at": None,
+                    "nav": nav_value,
+                    "accumulated_nav": None,
+                    "daily_return": decimal_text(row.get("日增长率")),
+                }
+            )
+
+    # Long history via the unit-NAV trend endpoint. It can lag the latest
+    # trading day, so the recent window below is merged in on top of it.
+    history = ak.fund_open_fund_info_em(
         symbol=code,
         indicator="单位净值走势",
         period="成立来",
     )
-    observations = []
-
-    for _, row in frame.iterrows():
-        nav_date = date_text(row.get("净值日期"))
-        nav_value = decimal_text(row.get("单位净值"))
-        if nav_date is None or nav_value is None:
-            continue
+    append_observations(history)
 
-        observations.append(
-            {
-                "nav_date": nav_date,
-                "published_at": None,
-                "nav": nav_value,
-                "accumulated_nav": None,
-                "daily_return": decimal_text(row.get("日增长率")),
-            }
-        )
+    # Recent window from the ETF/LOF NAV endpoint, which publishes the newest
+    # trading day earlier than the trend endpoint (this is what makes T-day
+    # subscription confirmations possible). Only missing dates are appended, so
+    # historical values are never overwritten.
+    try:
+        today = dt.date.today()
+        with contextlib.redirect_stderr(io.StringIO()):
+            recent = ak.fund_etf_fund_info_em(
+                fund=code,
+                start_date=(today - dt.timedelta(days=30)).strftime("%Y%m%d"),
+                end_date=today.strftime("%Y%m%d"),
+            )
+        if recent is not None and not recent.empty:
+            append_observations(recent.sort_values("净值日期"))
+    except Exception:
+        # Best-effort: a failure here leaves the trend history untouched.
+        pass
 
     if not observations:
         raise ValueError(f"AKShare returned no usable NAV observations for {code}")
diff --git a/tests/FundLab.Api.Tests/CashReconciliationTests.fs b/tests/FundLab.Api.Tests/CashReconciliationTests.fs
index b9b024a..fa14bff 100644
--- a/tests/FundLab.Api.Tests/CashReconciliationTests.fs
+++ b/tests/FundLab.Api.Tests/CashReconciliationTests.fs
@@ -542,3 +542,47 @@ type CashReconciliationTests(fixture: PostgresFixture) =
         Assert.Equal(-520.00m, internalTotal)
         Assert.Equal(3880.00m, externalTotal + internalTotal)
         Assert.Equal(0.00m, (repository().GetCashReconciliation fundId |> Result.defaultWith failwith).Difference)
+
+    [<Fact>]
+    member _.``a subscription confirmed at the 2026-09-22 nav date reconciles to zero``() =
+        let fundId = createFund 10000.00m
+        let code = seedInstrument ()
+        let tradeDate = DateOnly(2026, 9, 22)
+        insertQuoteOnDate code 1.327m tradeDate
+
+        let order =
+            match
+                repository().CreateSubscriptionOrder(
+                    fixture.Key "cash-tday-order",
+                    fundId,
+                    { FundCode = code; Amount = 1000.00m; FeeAmount = 0m },
+                    tradeDate
+                )
+            with
+            | SubscriptionOrderWriteResult.OrderCreated order -> order
+            | other -> failwithf "unexpected subscription order result: %A" other
+
+        match
+            repository().ConfirmSubscriptionOrder(
+                fixture.Key "cash-tday-confirm",
+                fundId,
+                order.Id
+            )
+        with
+        | SubscriptionConfirmResult.OrderConfirmed confirmed ->
+            match confirmed.ConfirmedQuote with
+            | Some quote ->
+                Assert.Equal(tradeDate, quote.NavDate)
+                Assert.Equal(1.327m, quote.Nav)
+            | None -> failwith "confirmed quote evidence missing"
+        | other -> failwithf "unexpected subscription confirm: %A" other
+
+        let status, body = reconciliation fundId
+        Assert.Equal(200, status)
+        Assert.Contains("\"openingCash\":\"10000.00\"", body)
+        Assert.Contains("\"difference\":\"0.00\"", body)
+        Assert.Equal(1, eventCount body "subscription")
+
+        // the confirmed subscription is an external outflow that fully explains cash
+        let subscriptionNet = sourceNet body "subscription"
+        Assert.True(subscriptionNet < 0m, sprintf "expected subscription outflow, got %M" subscriptionNet)
-- 
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